Head - Risk Analytics - NBFC

Urgently looking for Head Risk Analytics for a Large Bank based in Mumbai

Job Description :

- Basel II/III implementation and computation of CRAR, mainly Retail assets

- Relevant experience in implementation of Basel II - IRB approach

- Computation of PD, LGD and EAD for Retail exposures

- Building Application and Behavioural models.

- Construction of Homogeneous pools for retail assets.

- Vetting of product programmes

- Highly analytical in Portfolio Review and recommending actions

- Experience in underwriting of retail credit, preferable.

- Validation of Rating/Scoring models

- Capital impact analysis under IRB

- Understanding of Basel III

- Stress testing of Credit Risk - Sensitivity and Scenario analysis

- Preparation of ICAAP and relevant policies and documentation relating to implementation of Basel II guidelines.

- Proficient in MS tools and SAS/SPSS/modelling tools etc